SPDR® S&P Global Infrastructure ETF

10-Year Study

GII.US · · US · ETF

Executive Summary: SPDR® S&P Global Infrastructure ETF has compounded at 9.1% annually over the last 10 years, with a maximum drawdown of 29.9% and an annualized volatility of 15.8%.

1Y CAGR
+19.8%
3Y CAGR
+18.6%
5Y CAGR
+11.9%
10Y CAGR
+9.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
29.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.07.5-3.50.8————————9.8%
20251.80.52.43.54.61.8-0.22.01.5-0.23.5-1.121.8%
2024-3.60.84.2-0.86.7-3.24.34.63.4-0.73.4-4.914.3%
20235.0-3.72.82.6-5.72.82.0-4.8-4.9-2.59.46.68.3%
2022-0.31.36.0-3.44.4-7.63.9-2.1-12.05.78.8-3.0-0.5%
2021-1.70.84.13.50.7-1.80.81.9-1.74.2-5.37.513.2%
20201.1-9.1-22.98.45.7-1.02.51.5-2.4-1.612.72.7-6.8%
20198.82.32.41.4-1.55.2-2.40.82.11.4-0.94.426.3%
20181.1-6.60.71.6-1.31.41.6-2.4-1.1-3.81.8-3.2-10.1%
20171.22.94.30.74.20.13.41.7-2.00.71.6-1.019.1%
2016———2.0-0.13.22.7-2.62.7-3.4-3.72.63.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 33.8% of variance. Idiosyncratic stock-specific factors contribute 9.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110196.44731683256
2016-05-0110189.997091074658
2016-06-0110516.397485676705
2016-07-0110804.728900805647
2016-08-0110528.792037133064
2016-09-0110808.807720034907
2016-10-0110436.180707501235
2016-11-0110052.297418644946
2016-12-0110313.626418101103
2017-01-0110432.797500853707
2017-02-0110735.357355154489
2017-03-0111193.734427763795
2017-04-0111271.643036918058
2017-05-0111748.358986682182
2017-06-0111755.536443775534
2017-07-0112156.399003376882
2017-08-0112363.818027748619
2017-09-0112114.44091719681
2017-10-0112202.530765047366
2017-11-0112398.756750603916
2017-12-0112280.376136694198
2018-01-0112415.514690072978
2018-02-0111599.97217549673
2018-03-0111675.825565659505
2018-04-0111865.506469197011
2018-05-0111711.396663589108
2018-06-0111869.838238455994
2018-07-0112054.96604145851
2018-08-0111771.25096437199
2018-09-0111639.021336335007
2018-10-0111199.04637838795
2018-11-0111403.39838364931
2018-12-0111041.996028684533
2019-01-0112015.790405605374
2019-02-0112294.7310508809
2019-03-0112585.876535090494
2019-04-0112764.490874827676
2019-05-0112573.640077402708
2019-06-0113223.75327254101
2019-07-0112907.660591650121
2019-08-0113014.690072976084
2019-09-0113289.709992790926
2019-10-0113480.11812766388
2019-11-0113356.963081943162
2019-12-0113948.23377641747
2020-01-0114105.347363628316
2020-02-0112823.99736931969
2020-03-019893.508037487194
2020-04-0110722.203953608963
2020-05-0111335.481300669053
2020-06-0111227.218687948194
2020-07-0111506.854945805457
2020-08-0111681.327228805949
2020-09-0111404.25208999962
2020-10-0111224.657568897264
2020-11-0112653.698761809605
2020-12-0112998.090227275603
2021-01-0112781.628239341318
2021-02-0112878.286769448698
2021-03-0113401.924949726183
2021-04-0113870.89430483008
2021-05-0113967.299884907738
2021-06-0113720.67360592915
2021-07-0113833.679031707286
2021-08-0114093.869756029695
2021-09-0113859.638028507468
2021-10-0114448.63217271428
2021-11-0113686.525351916727
2021-12-0114707.716240656659
2022-01-0114664.3353105594
2022-02-0114859.549495997066
2022-03-0115746.076112663943
2022-04-0115217.410550545741
2022-05-0115881.62570984102
2022-06-0114670.184779996713
2022-07-0115238.437021766349
2022-08-0114913.143283544337
2022-09-0113116.407603677893
2022-10-0113860.36525984292
2022-11-0115079.204978056587
2022-12-0114628.574500107505
2023-01-0115356.912491937219
2023-02-0114793.21335070257
2023-03-0115200.652611076684
2023-04-0115594.116382308675
2023-05-0114712.269341191648
2023-06-0115117.052626253684
2023-07-0115414.458623698887
2023-08-0114678.152705932944
2023-09-0113952.881733213604
2023-10-0113598.530360327319
2023-11-0114870.616059797389
2023-12-0115847.319362060023
2024-01-0115278.497982723513
2024-02-0115395.518990223482
2024-03-0116042.88135378856
2024-04-0115906.572906522319
2024-05-0116976.10886969279
2024-06-0116439.759950421794
2024-07-0117152.699609192205
2024-08-0117940.82866429737
2024-09-0118557.5208367587
2024-10-0118419.125551747253
2024-11-0119036.639811805177
2024-12-0118113.277347060088
2025-01-0118440.81601679588
2025-02-0118526.5344581178
2025-03-0118979.599580102953
2025-04-0119643.87797690566
2025-05-0120537.771763188182
2025-06-0120915.489395070006
2025-07-0120883.80740384737
2025-08-0121293.839402026133
2025-09-0121616.91982748808
2025-10-0121564.084890029975
2025-11-0122308.074164948714
2025-12-0122060.404467097524
2026-01-0123157.575221015086
2026-02-0124899.768550722805
2026-03-0124036.576574297746
2026-04-0124232.61284733201
Annual Return Matrix
YearAnnual Return
20170.19069429499029722
2018-0.10084219686963336
20190.2631985865764854
2020-0.06811927333396794
20210.13152901568520603
2022-0.005380967327230701
20230.08331261955452751
20240.14298683160415004
20250.21791347001475048
20260.09846638956571607
Total Factor Risk
0.15767029231115373
VTI.US Exposure
-0.11466329717837266
VEA.US Exposure
0.11913196395698146
VWO.US Exposure
0.03134289380789919
QQQ.US Exposure
0.09546382451090497
VTV.US Exposure
0.33762524842350483
IJR.US Exposure
-0.028141066711260775
QUAL.US Exposure
-0.14989704504337176
SHV.US Exposure
0.2606312425624132
TLT.US Exposure
-0.05780759614306751
LQD.US Exposure
0.12304872433458629
HYG.US Exposure
0.012050884771442751
GLD.US Exposure
0.018839468328604413
USO.US Exposure
-0.0010457659268749422
VNQ.US Exposure
0.1251803071227119
BTC-USD.CC Exposure
0.018569746755421997
CPER.US Exposure
-0.02364229360214366
VIX.INDX Exposure
0.03754562011684835
UUP.US Exposure
0.03435462689918836
TIP.US Exposure
0.06846908334915805
Idiosyncratic Exposure
0.0929434296654256
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.81%
Market Cap$34.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SPDR® S&P Global Infrastructure ETF a high-risk investment?

SPDR® S&P Global Infrastructure ETF (GII.US) has an annualized volatility of 15.8% and experienced a maximum drawdown of 29.9% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of GII.US?

Over the past 10 years, GII.US has generated a Compound Annual Growth Rate (CAGR) of 9.1%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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